The question has two parts, one of ridge and another of lasso, with four items in total that are to be answered in the provided space. All the items can and should be answered using the information provided, with no need to run R code. In what you write you may explain your reasoning but stick to the questions and keep your answer brief to the utmost possible. No need to define objects, nor to explain concepts, just answer what is being asked. Consider the following training data, shown below before centering. XY 10 1 1 1 1 1 1 00 1 1 1 1 00 1 1 1 1 01 This data set will be analysed after centering all columns (not scaling). In what follows, the centered data columns are referred to as X and Y. Using these centered columns, we have the following quantities: XTX = 24/11 = 2.1818; XTY = 13/11 = 1.1818 and YTY = 24/11 = 2.1818. Ridge regression AR Q1 For λ = 0.56, compute and write in the provided space the ridge estimate ẞ (0.56). Use decimal numbers, not fractions. R R Q2 Using the ridge estimate ẞ (0.56) you just computed, determine the percentage of shrinkage achieved with respect to the squared L2 norm. That is, compute the shrinkage using || (0.56)|||||| with B the OLS estimate. In the provided space, write the shrinkage as percentage between 0 and 100 with decimal values. Lasso L Q3 The following are several expressions for the lasso estimate: (A) = 0.5833* (1 -0.84622); ? AL Q3 The following are several expressions for the lasso estimate: B (2) = 0.5833 * (1 - 0.84622); L L L B(A) = 0.5833 * (1 - 0.78572); (2) = 0.5417 * (1 - 0.84622); and B (2) = 0.5417* (1 -0.78572). Only one of the expressions given is correct for the given data. Determine which is the correct version and write it in the provided space. Hint: Follow the development shown in lectures. Q4 Determine the numerical value of the lasso parameter λ such that the lasso path vanishes, i.e. A such that AL (1) = 0. Write the value of 2 as a decimal number, no fractions. Q1. 0.43 Q2.4.18% Q3. 0.5417* (1-0.84627) Q4. 1.18 Comment: (2) is incorrect ?
The question has two parts, one of ridge and another of lasso, with four items in total that are to be answered in the provided space. All the items can and should be answered using the information provided, with no need to run R code. In what you write you may explain your reasoning but stick to the questions and keep your answer brief to the utmost possible. No need to define objects, nor to explain concepts, just answer what is being asked. Consider the following training data, shown below before centering. XY 10 1 1 1 1 1 1 00 1 1 1 1 00 1 1 1 1 01 This data set will be analysed after centering all columns (not scaling). In what follows, the centered data columns are referred to as X and Y. Using these centered columns, we have the following quantities: XTX = 24/11 = 2.1818; XTY = 13/11 = 1.1818 and YTY = 24/11 = 2.1818. Ridge regression AR Q1 For λ = 0.56, compute and write in the provided space the ridge estimate ẞ (0.56). Use decimal numbers, not fractions. R R Q2 Using the ridge estimate ẞ (0.56) you just computed, determine the percentage of shrinkage achieved with respect to the squared L2 norm. That is, compute the shrinkage using || (0.56)|||||| with B the OLS estimate. In the provided space, write the shrinkage as percentage between 0 and 100 with decimal values. Lasso L Q3 The following are several expressions for the lasso estimate: (A) = 0.5833* (1 -0.84622); ? AL Q3 The following are several expressions for the lasso estimate: B (2) = 0.5833 * (1 - 0.84622); L L L B(A) = 0.5833 * (1 - 0.78572); (2) = 0.5417 * (1 - 0.84622); and B (2) = 0.5417* (1 -0.78572). Only one of the expressions given is correct for the given data. Determine which is the correct version and write it in the provided space. Hint: Follow the development shown in lectures. Q4 Determine the numerical value of the lasso parameter λ such that the lasso path vanishes, i.e. A such that AL (1) = 0. Write the value of 2 as a decimal number, no fractions. Q1. 0.43 Q2.4.18% Q3. 0.5417* (1-0.84627) Q4. 1.18 Comment: (2) is incorrect ?
Elementary Geometry For College Students, 7e
7th Edition
ISBN:9781337614085
Author:Alexander, Daniel C.; Koeberlein, Geralyn M.
Publisher:Alexander, Daniel C.; Koeberlein, Geralyn M.
Chapter8: Areas Of Polygons And Circles
Section8.CT: Test
Problem 1CT: Complete each statement. a Given that the length and the width of a rectangle are measured in...
Related questions
Question
can you explain why my answer to Q2 was wrong and, how to get the correct answer
Transcribed Image Text:The question has two parts, one of ridge and another of lasso, with four items in total that are to be answered in the
provided space. All the items can and should be answered using the information provided, with no need to run R code.
In what you write you may explain your reasoning but stick to the questions and keep your answer brief to the utmost
possible. No need to define objects, nor to explain concepts, just answer what is being asked.
Consider the following training data, shown below before centering.
XY
10
1 1
1 1
1
1
00
1 1
1 1
00
1
1
1 1
01
This data set will be analysed after centering all columns (not scaling). In what follows, the centered data columns are
referred to as X and Y. Using these centered columns, we have the following quantities: XTX = 24/11 = 2.1818;
XTY = 13/11 = 1.1818 and YTY = 24/11 = 2.1818.
Ridge regression
AR
Q1 For λ = 0.56, compute and write in the provided space the ridge estimate ẞ (0.56). Use decimal numbers, not
fractions.
R
R
Q2 Using the ridge estimate ẞ (0.56) you just computed, determine the percentage of shrinkage achieved with
respect to the squared L2 norm. That is, compute the shrinkage using || (0.56)|||||| with B the OLS estimate.
In the provided space, write the shrinkage as percentage between 0 and 100 with decimal values.
Lasso
L
Q3 The following are several expressions for the lasso estimate: (A) = 0.5833* (1 -0.84622);
?
Transcribed Image Text:AL
Q3 The following are several expressions for the lasso estimate: B (2) = 0.5833 * (1 - 0.84622);
L
L
L
B(A) = 0.5833 * (1 - 0.78572); (2) = 0.5417 * (1 - 0.84622); and B (2) = 0.5417* (1 -0.78572). Only
one of the expressions given is correct for the given data. Determine which is the correct version and write it in the
provided space.
Hint: Follow the development shown in lectures.
Q4 Determine the numerical value of the lasso parameter λ such that the lasso path vanishes, i.e. A such that
AL
(1) = 0. Write the value of 2 as a decimal number, no fractions.
Q1. 0.43
Q2.4.18%
Q3. 0.5417* (1-0.84627)
Q4. 1.18
Comment:
(2) is incorrect
?
Expert Solution
This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
Step by step
Solved in 2 steps
Recommended textbooks for you
Elementary Geometry For College Students, 7e
Geometry
ISBN:
9781337614085
Author:
Alexander, Daniel C.; Koeberlein, Geralyn M.
Publisher:
Cengage,
Algebra: Structure And Method, Book 1
Algebra
ISBN:
9780395977224
Author:
Richard G. Brown, Mary P. Dolciani, Robert H. Sorgenfrey, William L. Cole
Publisher:
McDougal Littell
Glencoe Algebra 1, Student Edition, 9780079039897…
Algebra
ISBN:
9780079039897
Author:
Carter
Publisher:
McGraw Hill
Elementary Geometry For College Students, 7e
Geometry
ISBN:
9781337614085
Author:
Alexander, Daniel C.; Koeberlein, Geralyn M.
Publisher:
Cengage,
Algebra: Structure And Method, Book 1
Algebra
ISBN:
9780395977224
Author:
Richard G. Brown, Mary P. Dolciani, Robert H. Sorgenfrey, William L. Cole
Publisher:
McDougal Littell
Glencoe Algebra 1, Student Edition, 9780079039897…
Algebra
ISBN:
9780079039897
Author:
Carter
Publisher:
McGraw Hill
Algebra & Trigonometry with Analytic Geometry
Algebra
ISBN:
9781133382119
Author:
Swokowski
Publisher:
Cengage
Holt Mcdougal Larson Pre-algebra: Student Edition…
Algebra
ISBN:
9780547587776
Author:
HOLT MCDOUGAL
Publisher:
HOLT MCDOUGAL
